| Trading Metrics calculated at close of trading on 22-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2017 |
22-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,369.00 |
2,340.50 |
-28.50 |
-1.2% |
2,367.75 |
| High |
2,378.75 |
2,348.75 |
-30.00 |
-1.3% |
2,388.75 |
| Low |
2,338.00 |
2,332.25 |
-5.75 |
-0.2% |
2,354.75 |
| Close |
2,342.25 |
2,342.50 |
0.25 |
0.0% |
2,375.25 |
| Range |
40.75 |
16.50 |
-24.25 |
-59.5% |
34.00 |
| ATR |
16.64 |
16.63 |
-0.01 |
-0.1% |
0.00 |
| Volume |
2,567,939 |
1,883,451 |
-684,488 |
-26.7% |
8,296,355 |
|
| Daily Pivots for day following 22-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,390.75 |
2,383.00 |
2,351.50 |
|
| R3 |
2,374.25 |
2,366.50 |
2,347.00 |
|
| R2 |
2,357.75 |
2,357.75 |
2,345.50 |
|
| R1 |
2,350.00 |
2,350.00 |
2,344.00 |
2,354.00 |
| PP |
2,341.25 |
2,341.25 |
2,341.25 |
2,343.00 |
| S1 |
2,333.50 |
2,333.50 |
2,341.00 |
2,337.50 |
| S2 |
2,324.75 |
2,324.75 |
2,339.50 |
|
| S3 |
2,308.25 |
2,317.00 |
2,338.00 |
|
| S4 |
2,291.75 |
2,300.50 |
2,333.50 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,475.00 |
2,459.00 |
2,394.00 |
|
| R3 |
2,441.00 |
2,425.00 |
2,384.50 |
|
| R2 |
2,407.00 |
2,407.00 |
2,381.50 |
|
| R1 |
2,391.00 |
2,391.00 |
2,378.25 |
2,399.00 |
| PP |
2,373.00 |
2,373.00 |
2,373.00 |
2,377.00 |
| S1 |
2,357.00 |
2,357.00 |
2,372.25 |
2,365.00 |
| S2 |
2,339.00 |
2,339.00 |
2,369.00 |
|
| S3 |
2,305.00 |
2,323.00 |
2,366.00 |
|
| S4 |
2,271.00 |
2,289.00 |
2,356.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,388.75 |
2,332.25 |
56.50 |
2.4% |
18.50 |
0.8% |
18% |
False |
True |
1,684,184 |
| 10 |
2,388.75 |
2,332.25 |
56.50 |
2.4% |
17.50 |
0.7% |
18% |
False |
True |
1,650,666 |
| 20 |
2,397.25 |
2,332.25 |
65.00 |
2.8% |
16.25 |
0.7% |
16% |
False |
True |
856,952 |
| 40 |
2,397.25 |
2,257.25 |
140.00 |
6.0% |
15.75 |
0.7% |
61% |
False |
False |
432,190 |
| 60 |
2,397.25 |
2,222.50 |
174.75 |
7.5% |
15.50 |
0.7% |
69% |
False |
False |
288,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,419.00 |
|
2.618 |
2,392.00 |
|
1.618 |
2,375.50 |
|
1.000 |
2,365.25 |
|
0.618 |
2,359.00 |
|
HIGH |
2,348.75 |
|
0.618 |
2,342.50 |
|
0.500 |
2,340.50 |
|
0.382 |
2,338.50 |
|
LOW |
2,332.25 |
|
0.618 |
2,322.00 |
|
1.000 |
2,315.75 |
|
1.618 |
2,305.50 |
|
2.618 |
2,289.00 |
|
4.250 |
2,262.00 |
|
|
| Fisher Pivots for day following 22-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,341.75 |
2,355.50 |
| PP |
2,341.25 |
2,351.25 |
| S1 |
2,340.50 |
2,346.75 |
|